A Dantzig-Wolfe-Like Variant of Karmarkar's Interior-Point Linear Programming Algorithm

Michael Todd

Operations Research, 1990, vol. 38, issue 6, 1006-1018

Abstract: We show that a variant of Karmarkar's projective algorithm for linear programming can be viewed as following the approach of Dantzig-Wolfe decomposition. At each iteration, the current primal feasible solution generates prices which are used to form a simple subproblem. The solution to the subproblem is then incorporated into the current feasible solution. With a suitable choice of stepsize a constant reduction in potential function is achieved at each iteration. We also use our analysis to motivate a new primal simplex pivot rule that is closely related to rules used by E. Klotz and L. Schrage.

Keywords: programming; linear; algorithms: Dantzig-Wolfe decomposition; interior-point method; simplex pivot rule (search for similar items in EconPapers)
Date: 1990
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